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Modelling RETA : a model of forward trading and the balancing mechanism
Green, Richard; McDaniel, Tanga - 2000
Persistent link: https://www.econbiz.de/10001496123
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The effect of contemporaneous futures market volume on spot market volatility
Board, John L. G.; Sandmann, Gleb; Sutcliffe, Charles M. S. - 1997
Persistent link: https://www.econbiz.de/10000975065
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Kontraktdesign und Kontrakterfolg von financial futures
Janssen, Stefan - 1994
Persistent link: https://www.econbiz.de/10000881819
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Forward, option and spot markets in the UK power pool
Hunt, Sally; Shuttleworth, Graham - 1991
Persistent link: https://www.econbiz.de/10000882072
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POLIMOD : the derivation of variables
Redmond, Gerry - 1995
Persistent link: https://www.econbiz.de/10000940382
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Weight space analysis and forecast uncertainty
Ossen, Arnfried; Rüger, Stefan M. - In: Journal of forecasting 17 (1998) 5/6, pp. 471-480
Persistent link: https://www.econbiz.de/10001363240
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Are asset prices predictable? : Evidence from the UK futures market
MacKaig, Andrew James - 1998
Persistent link: https://www.econbiz.de/10001394087
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Forecasting interest rates from financial futures markets
Holden, Kenneth - In: Applied financial economics 6 (1996) 5, pp. 449-461
Persistent link: https://www.econbiz.de/10001212787
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Put-call parity theory and an empirical test of the efficiency of the London Traded Options Market
Nisbet, Mary - In: Journal of banking & finance 16 (1992) 2, pp. 381-403
Persistent link: https://www.econbiz.de/10001123018
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Option pricing with futures-style margining
Lieu, Der-ming - In: The journal of futures markets 10 (1990) 4, pp. 327-338
Persistent link: https://www.econbiz.de/10001128016